Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-09-21 0.496411 0.555640 0.622690 0.704988 0.804362 0.921917 1.073716
2025-09-28 0.416610 0.487513 0.573464 0.687515 0.838395 1.036633 1.326919
2025-10-05 0.385895 0.468418 0.574393 0.725017 0.941908 1.258020 1.787519
2025-10-12 0.371417 0.465726 0.593318 0.786790 1.089756 1.582277 2.544863
2025-10-19 0.338358 0.433047 0.565503 0.775133 1.122936 1.735131 3.086575
2025-10-26 0.315289 0.411029 0.549090 0.776504 1.175461 1.936435 3.854388
2025-11-02 0.289370 0.382056 0.518565 0.749891 1.172558 2.029451 4.435226
2025-11-09 0.263209 0.350404 0.480623 0.705498 1.127894 2.021584 4.738957
2025-11-16 0.248164 0.334045 0.464712 0.696235 1.148100 2.164197 5.649729
2025-11-23 0.243693 0.333169 0.472960 0.730035 1.261189 2.574233 8.108148
2025-11-30 0.233079 0.321880 0.463032 0.729102 1.300643 2.812477 10.317734
2025-12-07 0.221293 0.307905 0.447372 0.715251 1.308282 2.964510 12.455487
2025-12-14 0.210979 0.296246 0.435744 0.709987 1.340672 3.231836 16.571538
2025-12-21 0.199747 0.282398 0.419236 0.693056 1.341654 3.401032 20.918374
2025-12-28 0.197815 0.283594 0.429136 0.731351 1.494053 4.250121 43.510137
2026-01-04 0.198981 0.289970 0.448907 0.794106 1.738011 5.815346 181.371781
2026-01-11 0.190458 0.279236 0.436005 0.782362 1.759704 6.311614 436.028675
2026-01-18 0.184213 0.272056 0.429222 0.783784 1.824311 7.172810 3980.254038
2026-01-25 0.175204 0.259557 0.411327 0.756819 1.788333 7.334978 118183.834989
2026-02-01 0.164761 0.244095 0.386845 0.711834 1.682332 6.903651 123059.636904
2026-02-08 0.158962 0.236590 0.377438 0.702451 1.698628 7.449559 NaN
2026-02-15 0.158195 0.237943 0.385449 0.736702 1.882585 9.811928 NaN
2026-02-22 0.153851 0.232631 0.379756 0.735757 1.935608 11.136191 NaN